-56.5%
OWL vs VG
-49.4%
-7.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +1.1% | -7.7% | +8.8% | +1.6% |
| 30D | +10.0% | -8.8% | +18.8% | +10.5% |
| 3M | -8.7% | -15.6% | +7.0% | -7.9% |
| 6M | +3.1% | +5.2% | -2.1% | +0.3% |
| YTD | -25.6% | +76.9% | -102.5% | -35.6% |
| 1Y | -25.5% | +42.5% | -68.0% | -33.4% |
| All | -56.5% | -49.4% | -7.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling